POMIX vs. PREFX

In the year-to-date period, POMIX achieves a 0.48% return, which is significantly lower than PREFX's 0.61% return. Over the past 10 years, POMIX has underperformed PREFX with an annualized return of 11.39%, while PREFX has yielded a comparatively higher 13.98% annualized return.

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POMIX has a 0.20% expense ratio, which is lower than PREFX's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Equity Market Index Fund (POMIX) and T. Rowe Price Tax-Efficient Equity Fund (PREFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current POMIX Sharpe Ratio is 0.61, which is comparable to the PREFX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of POMIX and PREFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POMIX's dividend yield for the trailing twelve months is around 1.75%, more than PREFX's 0.85% yield.

The maximum POMIX drawdown since its inception was -55.54%, roughly equal to the maximum PREFX drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for POMIX and PREFX.

The current volatility for T. Rowe Price Total Equity Market Index Fund (POMIX) is 5.00%, while T. Rowe Price Tax-Efficient Equity Fund (PREFX) has a volatility of 5.45%. This indicates that POMIX experiences smaller price fluctuations and is considered to be less risky than PREFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.